Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.546961 0.613117 0.687637 0.778528 0.887396 1.014903 1.177498
2024-10-20 0.474607 0.556991 0.656261 0.786841 0.957449 1.177827 1.492929
2024-10-27 0.417433 0.506313 0.618823 0.775570 0.994983 1.302498 1.789074
2024-11-03 0.390221 0.487903 0.617392 0.808084 1.094113 1.530801 2.304209
2024-11-10 0.373064 0.479621 0.627071 0.856075 1.224023 1.838194 3.071264
2024-11-17 0.348797 0.458235 0.614881 0.868864 1.301109 2.081140 3.841746
2024-11-24 0.324679 0.434190 0.595392 0.866466 1.351512 2.290955 4.664752
2024-12-01 0.296617 0.401589 0.559174 0.831145 1.335927 2.367116 5.217654
2024-12-08 0.273015 0.373616 0.527254 0.798585 1.319069 2.436149 5.805619
2024-12-15 0.262612 0.364763 0.524552 0.816117 1.402800 2.758532 7.455934
2024-12-22 0.261210 0.369594 0.544320 0.876780 1.589345 3.413076 11.209865
2024-12-29 0.252891 0.362604 0.543375 0.898143 1.695896 3.910936 15.317736
2025-01-05 0.237702 0.344323 0.522994 0.882270 1.721938 4.217652 19.466068
2025-01-12 0.224469 0.328287 0.505060 0.868888 1.751836 4.563349 25.339204
2025-01-19 0.210500 0.310044 0.481558 0.840778 1.737959 4.754134 31.025761
2025-01-26 0.205005 0.305774 0.483115 0.866477 1.876288 5.645913 52.877857
2025-02-02 0.202186 0.305849 0.492703 0.911593 2.086856 7.093353 119.509910
2025-02-09 0.195288 0.298213 0.486751 0.920091 2.191166 8.168052 249.234680
2025-02-16 0.187370 0.288219 0.475287 0.913774 2.246778 9.059475 546.419602
2025-02-23 0.176583 0.272427 0.451117 0.873334 2.175979 9.074108 794.413624
2025-03-02 0.166975 0.258322 0.429450 0.836894 2.111898 9.101841 1234.273978
2025-03-09 0.163344 0.254957 0.429247 0.854549 2.248679 10.850567 27608.581223
2025-03-16 0.164041 0.259608 0.445862 0.918535 2.591063 15.346998 NaN